Conquer: It is the first city conquered by this tribe, so you place the tribe waiting in front of the city wall on the city, together with a supply wagon from the tribe's box. Later in the game this will no longer be possible, because then conquering will require you to remove a warrior from your tribe's box.

That’s up to you. Given that leaving the markers in place helps you to recall information already available to everyone, we'd recommend that you leave the markers where they are. This helps avoid situations where a player bugs his opponents by repeatedly asking which numbers were rolled.